مرکز منطقه ای اطلاع رساني علوم و فناوري - Measurement, estimation and comparison of credit migration matrices

Title of article :

Measurement, estimation and comparison of credit migration matrices

Author/Authors :

Yusuf Jafry، نويسنده , , Til Schuermann، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

2603

To page :

2639

Keywords :

Matrix norm , singular values , Credit risk , Mobility index , Risk management

Journal title :

Journal of Banking and Finance

Serial Year :

2004

Journal title :

Journal of Banking and Finance

Record number :

193656

Link To Document :